diff options
Diffstat (limited to 'tests/edge_cases/test_strategy_reset.py')
| -rw-r--r-- | tests/edge_cases/test_strategy_reset.py | 29 |
1 files changed, 15 insertions, 14 deletions
diff --git a/tests/edge_cases/test_strategy_reset.py b/tests/edge_cases/test_strategy_reset.py index 6e9b956..13ed4da 100644 --- a/tests/edge_cases/test_strategy_reset.py +++ b/tests/edge_cases/test_strategy_reset.py @@ -1,21 +1,22 @@ """Tests that strategy reset() properly clears internal state.""" import sys -from datetime import datetime, timezone +from datetime import UTC, datetime from decimal import Decimal from pathlib import Path sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "strategy-engine")) sys.path.insert(0, str(Path(__file__).resolve().parents[2] / "services" / "backtester" / "src")) -from shared.models import Candle -from strategies.rsi_strategy import RsiStrategy -from strategies.grid_strategy import GridStrategy -from strategies.macd_strategy import MacdStrategy from strategies.bollinger_strategy import BollingerStrategy from strategies.ema_crossover_strategy import EmaCrossoverStrategy -from strategies.vwap_strategy import VwapStrategy +from strategies.grid_strategy import GridStrategy +from strategies.macd_strategy import MacdStrategy +from strategies.rsi_strategy import RsiStrategy from strategies.volume_profile_strategy import VolumeProfileStrategy +from strategies.vwap_strategy import VwapStrategy + +from shared.models import Candle def _make_candles(count: int, base_price: float = 100.0) -> list[Candle]: @@ -28,7 +29,7 @@ def _make_candles(count: int, base_price: float = 100.0) -> list[Candle]: Candle( symbol="AAPL", timeframe="1h", - open_time=datetime(2025, 1, 1, i % 24, tzinfo=timezone.utc), + open_time=datetime(2025, 1, 1, i % 24, tzinfo=UTC), open=Decimal(str(price)), high=Decimal(str(price + 1)), low=Decimal(str(price - 1)), @@ -57,7 +58,7 @@ class TestRsiReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -71,7 +72,7 @@ class TestGridReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -84,7 +85,7 @@ class TestMacdReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -97,7 +98,7 @@ class TestBollingerReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -110,7 +111,7 @@ class TestEmaCrossoverReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -123,7 +124,7 @@ class TestVwapReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price @@ -136,6 +137,6 @@ class TestVolumeProfileReset: strategy.reset() signals2 = _collect_signals(strategy, candles) assert len(signals1) == len(signals2) - for s1, s2 in zip(signals1, signals2): + for s1, s2 in zip(signals1, signals2, strict=True): assert s1.side == s2.side assert s1.price == s2.price |